A new test for multiple predictive regression

Ke-Li Xu and Junjie Guo

Year of publication:	December 21, 2021
Authors:	Xu, Ke-Li ; Guo, Junjie
Publisher:	[Bloomington, IN] : CAEPR, Center for Applied Economics and Policy Research
Subject:	Curse of dimensionality \| Lagrange-multipliers test \| persistence \| predictive regres-sion \| return predictability \| Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Regressionsanalyse \| Regression analysis \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Statistischer Test \| Statistical test

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